{
  "abstract": "{ \"name\": \"vortex_breakout_surge_filter\", \"source\": \"Welles Wilder's Average Directional Index / Vortex Indicator (Etienne Botes & Douglas Siepman, 'Vortex Indicator' Technical Analysis of Stocks & Commodities, 2010)\", \"type\": \"filter_flag\", \"rule\": \"When the 14-period Vortex Indicator's +VI line is above the -VI line and both are above 1.0, and the current bar's close is above the prior 5-bar high, allow only long entries; allow only short entries under the mirrored condition.\", \"pseudocode\": \"vi_plus = sum(abs(high - prev_low),14) / sum(abs(close - prev_close),14)\\nvi_minus = sum(abs(low - prev_high),14) / sum(abs(close - prev_close),14)\\nif (vi_plus > vi_minus and vi_plus > 1.0) and close > highest(high,5)[1]: long_allowed = true\\nif (vi_minus > vi_plus and vi_minus > 1.0) and close < lowest(low,5)[1]: short_allowed = true\\nif neither condition matched: skip bar\", \"why_it_works\": \"The Vortex Indicator measures true directional trend strength; combined with a 5-bar breakout it\n\nAuthor: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com",
  "abstract_shown": true,
  "affiliations": [
    "Independent Researcher, United Kingdom"
  ],
  "article_type": null,
  "arxiv": null,
  "author_total": 1,
  "authors": [
    {
      "affs": [
        0
      ],
      "name": "Andrew Stewart Caldin"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/810140w9d5kka.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23490908",
  "fulltext_url": null,
  "id": "810140w9d5kka",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23490908",
  "language": "eng",
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "https://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": null,
  "native_subjects": [],
  "openalex": null,
  "pdf_url": null,
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-20",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/810140w9d5kka.ris",
  "sources": [
    {
      "first_seen": "2026-11-03T12:21:23Z",
      "native_id": "23490908",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23490908"
    }
  ],
  "subjects": [],
  "title": "New edge proposed: vortex_breakout_surge_filter — E8 Intelligence Research",
  "title_text": "New edge proposed: vortex_breakout_surge_filter — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-03T12:21:23Z",
  "url": "https://research.draconitic.com/paper/810140w9d5kka",
  "venue": "Zenodo",
  "versions": []
}